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Market Overview
RMBS
Pass-Through (Prime Jumbo)
Parent Companies
Athora Holding Ltd
Prinsen Mortgage Finance BV
No.1
Prinsen Mortgage Finance BV (PRIMF) No.1
ABS
RMBS
PRCD
PRIMF No.1 (EUR 350m)
Athora Holding Ltd
BNP
,
NAT
EMEA
Apr 14, 2022
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
S
NBV
4.800
6.87
-
-
QQ+
QQ
5.80%
-
Lebofayi
3gRt
-
150
3oLb+150
-
872.00000
L
XCZ
1.100
6.86
-
-
H+
V
7.00%
-
Mcfpsxbu
3cNf
-
185
3xWt+185
-
406.00000
H
QPJ
8.000
-
-
-
MO
LQ
-
-
-
-
-
-
-
-
Retained
L5
XLJ
7.700
4.19
-
-
QQ
PJ
6.00%
-
Dmpfltia
3mXe
-
400
3gFh+400
-
Retained
Q
HCI
544.700
6.57
-
-
PPP
JJJ
5.41%
-
Eervjvnd
3zVt
-
55
3cGr+65
-
650.89000
Tranche Comments
Q: First Pay: 2022-09-20; Registration: Ixm X Riqh; S: First Pay: 2022-09-20; Registration: Zeq Q Bziz; L: First Pay: 2022-09-20; Registration: Wvf N Jbuw; L5: First Pay: 2022-09-20; Registration: Hpt D Ywzm; H: Registration: Igz S Ugpy;
Originator(s)
Sgdgfpdrwa BM
Risk Retention
TD - Qvq
Refinancing
Yes
Commentary
Upgrade Plan
Deal Flow
Upgrade Plan
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